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Quantitative Analyst

4 months ago

New York, New York, United States Selby Jennings Full time

Summary:
A Tier 1 US investment bank is seeking an experienced quantitative analysts and prepayment modelers.

Our client, based in New York City, seeking an associate or vice president with expertise in non-agency RMBS, residential credit modeling from scratch using c++, python, and machine learning (3+ years of experience).


Qualifications:

  • Master's degree or higher in mathematics/statistics/finance/etc.
  • 3+ years of experience working on agency/nonagency RMBS securities and developing prepayment models from scratch


 Strong programming skills
  • C++ & Python

Skills:

Prepayment modeling from Scratch including :

  • Residential mortgage-backed security (RMBS)
  • Non-Agency Mortgage Backed Security
  • Expertise utilizing statistical models such as Monte Carlo simulations , linear regression.
Machine Learning

  • Experience implementing Machine Learning techniques into their work